+190.2%
B vs RVTY
+149.2%
+41.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +9.4% | +13.2% | -3.8% | +6.7% |
| 3M | +5.0% | +27.2% | -22.3% | -0.2% |
| 6M | -3.5% | +32.4% | -35.9% | -9.3% |
| YTD | +4.5% | +34.9% | -30.4% | -2.3% |
| 1Y | +67.8% | +52.4% | +15.4% | +52.9% |
| 3Y | +196.7% | +12.3% | +184.4% | +181.1% |
| 5Y | +151.9% | -30.8% | +182.7% | +152.8% |
| All | +190.2% | +149.2% | +41.0% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling